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Published work

74 published item(s)

preprint2026arXiv

AeroJEPA: Learning Semantic Latent Representations for Scalable 3D Aerodynamic Field Modeling

Aerodynamic surrogate models are increasingly used to replace repeated high-fidelity CFD evaluations in many-query design settings, but current approaches still face two important limitations: they often scale poorly to the very large fields arising in realistic 3D aerodynamics, and they rarely produce latent representations that are directly useful for analysis and design. We introduce AeroJEPA, a Joint-Embedding Predictive Architecture for aerodynamic field modeling that addresses both issues. Rather than predicting the full flow field directly from geometry, AeroJEPA predicts a target latent representation of the flow from a context latent representation of the geometry and operating conditions, and optionally reconstructs the field through a continuous implicit decoder. This formulation decouples latent prediction from field resolution while encouraging the latent space to organize semantically. We evaluate AeroJEPA on two complementary datasets: HiLiftAeroML, which stresses the method in a high-fidelity regime with extremely large boundary-layer fields, and SuperWing, which tests large-scale generalization and latent-space optimization over a broad family of transonic wings. Across these benchmarks, AeroJEPA is competitive as a continuous surrogate for aerodynamic fields, scales naturally to high-resolution outputs, and learns context and predicted latents that encode geometry and aerodynamic quantities not used directly as supervision. We further show that the resulting latent space supports controlled interpolation, linear probing, concept-vector arithmetic, and a constrained design latent-optimization experiment. These results suggest that predictive latent learning is a promising direction for scalable and design-meaningful aerodynamic surrogate modeling.

preprint2026arXiv

Data-driven methods to discover stable linear models of the helicity injectors on HIT-SIU

Accurate and efficient circuit models are necessary to control the power electronic circuits found on plasma physics experiments. Tuning and controlling the behavior of these circuits is inextricably linked to plasma performance. Linear models are greatly preferred for control applications due to their well-established performance guarantees, but they typically fail to capture nonlinear dynamics and changes in experimental parameters. Data-driven system identification can help mitigate these shortcomings by learning interpretable and accurate reduced-order models of a complex system, in this case the injector circuits of the Helicity Injected Torus - Steady Inductive Upgrade (HIT-SIU) experiment. Specifically, the Bagging Optimized Dynamic Mode Decomposition (BOP-DMD), is leveraged to learn stable, reduced order models of the interaction between the spheromak plasma formed in the confinement volume, and the injector circuits of the device. BOP-DMD is trained and evaluated on an analytic model of the vacuum dynamics of the injector circuits of HIT-SIU, as well as an analytic linear reduced-order model for the injector dynamics when a plasma is present. BOP-DMD is then fit on experimental data, both on shots with and without a plasma in the confinement volume. In doing so, we demonstrate the capability of data-driven methods to produce stable, linear models for control and uncertainty quantification in plasma experiments.

preprint2023arXiv

Neural Implicit Flow: a mesh-agnostic dimensionality reduction paradigm of spatio-temporal data

High-dimensional spatio-temporal dynamics can often be encoded in a low-dimensional subspace. Engineering applications for modeling, characterization, design, and control of such large-scale systems often rely on dimensionality reduction to make solutions computationally tractable in real-time. Common existing paradigms for dimensionality reduction include linear methods, such as the singular value decomposition (SVD), and nonlinear methods, such as variants of convolutional autoencoders (CAE). However, these encoding techniques lack the ability to efficiently represent the complexity associated with spatio-temporal data, which often requires variable geometry, non-uniform grid resolution, adaptive meshing, and/or parametric dependencies. To resolve these practical engineering challenges, we propose a general framework called Neural Implicit Flow (NIF) that enables a mesh-agnostic, low-rank representation of large-scale, parametric, spatial-temporal data. NIF consists of two modified multilayer perceptrons (MLPs): (i) ShapeNet, which isolates and represents the spatial complexity, and (ii) ParameterNet, which accounts for any other input complexity, including parametric dependencies, time, and sensor measurements. We demonstrate the utility of NIF for parametric surrogate modeling, enabling the interpretable representation and compression of complex spatio-temporal dynamics, efficient many-spatial-query tasks, and improved generalization performance for sparse reconstruction.

preprint2022arXiv

Data-driven unsteady aeroelastic modeling for control

Aeroelastic structures, from insect wings to wind turbine blades, experience transient unsteady aerodynamic loads that are coupled to their motion. Effective real-time control of flexible structures relies on accurate and efficient predictions of both the unsteady aeroelastic forces and airfoil deformation. For rigid wings, classical unsteady aerodynamic models have recently been reformulated in state-space for control and extended to include viscous effects. Here we further extend this modeling framework to include the deformation of a flexible wing in addition to the quasi-steady, added mass, and unsteady viscous forces. We develop low-order linear models based on data from direct numerical simulations of flow past a flexible wing at low Reynolds number. We demonstrate the effectiveness of these models to track aggressive maneuvers with model predictive control while constraining maximum wing deformation. This system identification approach provides an interpretable, accurate, and low-dimensional representation of an aeroelastic system that can aid in system and controller design for applications where transients play an important role.

preprint2022arXiv

Dimensionally Consistent Learning with Buckingham Pi

In the absence of governing equations, dimensional analysis is a robust technique for extracting insights and finding symmetries in physical systems. Given measurement variables and parameters, the Buckingham Pi theorem provides a procedure for finding a set of dimensionless groups that spans the solution space, although this set is not unique. We propose an automated approach using the symmetric and self-similar structure of available measurement data to discover the dimensionless groups that best collapse this data to a lower dimensional space according to an optimal fit. We develop three data-driven techniques that use the Buckingham Pi theorem as a constraint: (i) a constrained optimization problem with a non-parametric input-output fitting function, (ii) a deep learning algorithm (BuckiNet) that projects the input parameter space to a lower dimension in the first layer, and (iii) a technique based on sparse identification of nonlinear dynamics (SINDy) to discover dimensionless equations whose coefficients parameterize the dynamics. We explore the accuracy, robustness and computational complexity of these methods as applied to three example problems: a bead on a rotating hoop, a laminar boundary layer, and Rayleigh-Bénard convection.

preprint2022arXiv

Discovering Governing Equations from Partial Measurements with Deep Delay Autoencoders

A central challenge in data-driven model discovery is the presence of hidden, or latent, variables that are not directly measured but are dynamically important. Takens' theorem provides conditions for when it is possible to augment these partial measurements with time delayed information, resulting in an attractor that is diffeomorphic to that of the original full-state system. However, the coordinate transformation back to the original attractor is typically unknown, and learning the dynamics in the embedding space has remained an open challenge for decades. Here, we design a custom deep autoencoder network to learn a coordinate transformation from the delay embedded space into a new space where it is possible to represent the dynamics in a sparse, closed form. We demonstrate this approach on the Lorenz, Rössler, and Lotka-Volterra systems, learning dynamics from a single measurement variable. As a challenging example, we learn a Lorenz analogue from a single scalar variable extracted from a video of a chaotic waterwheel experiment. The resulting modeling framework combines deep learning to uncover effective coordinates and the sparse identification of nonlinear dynamics (SINDy) for interpretable modeling. Thus, we show that it is possible to simultaneously learn a closed-form model and the associated coordinate system for partially observed dynamics.

preprint2022arXiv

Dynamic Mode Decomposition for Aero-Optic Wavefront Characterization

Aero-optical beam control relies on the development of low-latency forecasting techniques to quickly predict wavefronts aberrated by the Turbulent Boundary Layer (TBL) around an airborne optical system, and its study applies to a multi-domain need from astronomy to microscopy for high-fidelity laser propagation. We leverage the forecasting capabilities of the Dynamic Mode Decomposition (DMD) -- an equation-free, data-driven method for identifying coherent flow structures and their associated spatiotemporal dynamics -- in order to estimate future state wavefront phase aberrations to feed into an adaptive optic (AO) control loop. We specifically leverage the optimized DMD (opt-DMD) algorithm on a subset of the Airborne Aero-Optics Laboratory Transonic (AAOL-T) experimental dataset, characterizing aberrated wavefront dynamics for 23 beam propagation directions via the spatiotemporal decomposition underlying DMD. Critically, we show that opt-DMD produces an optimally de-biased eigenvalue spectrum with imaginary eigenvalues, allowing for arbitrarily long forecasting to produce a robust future-state prediction, while exact DMD loses structural information due to modal decay rates.

preprint2022arXiv

Enhancing Computational Fluid Dynamics with Machine Learning

Machine learning is rapidly becoming a core technology for scientific computing, with numerous opportunities to advance the field of computational fluid dynamics. In this Perspective, we highlight some of the areas of highest potential impact, including to accelerate direct numerical simulations, to improve turbulence closure modeling, and to develop enhanced reduced-order models. We also discuss emerging areas of machine learning that are promising for computational fluid dynamics, as well as some potential limitations that should be taken into account.

preprint2022arXiv

Multiscale model reduction for incompressible flows

Many unsteady flows exhibiting complex dynamics are nevertheless characterized by emergent large-scale coherence in space and time. Reduced-order models based on Galerkin projection of the governing equations onto an orthogonal modal basis approximate the flow as a low-dimensional dynamical system with linear and quadratic terms. However, these Galerkin models often fail to reproduce the true dynamics, in part because they ignore important nonlinear interactions with unresolved flow scales. Here, we use a separation of time scales between the resolved and subscale variables to derive a reduced-order model with cubic closure terms for the truncated modes, generalizing the classic Stuart-Landau equation. The leading order cubic terms are determined by averaging out fast variables through a perturbation series approximation of the action of a stochastic Koopman operator. We show analytically that this multiscale closure model can capture both the effects of mean-flow deformation and the energy cascade before demonstrating improved stability and accuracy in models of chaotic lid-driven cavity flow and vortex pairing in a mixing layer. This approach to closure modeling establishes a general theory for the origin and role of cubic nonlinearities in low-dimensional models of incompressible flows

preprint2022arXiv

Principal component trajectories for modeling spectrally-continuous dynamics as forced linear systems

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the efficacy of Dynamic Mode Decomposition (DMD) for obtaining finite-dimensional Koopman approximations in delay coordinates. In this paper we demonstrate how nonlinear dynamics with sparse Fourier spectra can be (i) represented by a superposition of principal component trajectories (PCT) and (ii) modeled by DMD in this coordinate space. For continuous or mixed (discrete and continuous) spectra, DMD can be augmented with an external forcing term. We present a method for learning linear control models in delay coordinates while simultaneously discovering the corresponding exogeneous forcing signal in a fully unsupervised manner. This extends the existing DMD with control (DMDc) algorithm to cases where a control signal is not known a priori. We provide examples to validate the learned forcing against a known ground truth and illustrate their statistical similarity. Finally we offer a demonstration of this method applied to real-world power grid load data to show its utility for diagnostics and interpretation on systems in which somewhat periodic behavior is strongly forced by unknown and unmeasurable environmental variables.

preprint2022arXiv

PySINDy: A comprehensive Python package for robust sparse system identification

Automated data-driven modeling, the process of directly discovering the governing equations of a system from data, is increasingly being used across the scientific community. PySINDy is a Python package that provides tools for applying the sparse identification of nonlinear dynamics (SINDy) approach to data-driven model discovery. In this major update to PySINDy, we implement several advanced features that enable the discovery of more general differential equations from noisy and limited data. The library of candidate terms is extended for the identification of actuated systems, partial differential equations (PDEs), and implicit differential equations. Robust formulations, including the integral form of SINDy and ensembling techniques, are also implemented to improve performance for real-world data. Finally, we provide a range of new optimization algorithms, including several sparse regression techniques and algorithms to enforce and promote inequality constraints and stability. Together, these updates enable entirely new SINDy model discovery capabilities that have not been reported in the literature, such as constrained PDE identification and ensembling with different sparse regression optimizers.

preprint2022arXiv

Swarm Modelling with Dynamic Mode Decomposition

Modelling biological or engineering swarms is challenging due to the inherently high dimension of the system, despite the often low-dimensional emergent dynamics. Most existing swarm modelling approaches are based on first principles and often result in swarm-specific parameterizations that do not generalize to a broad range of applications. In this work, we apply a purely data-driven method to (1) learn local interactions of homogeneous swarms through observation data and to (2) generate similar swarming behaviour using the learned model. In particular, a modified version of dynamic mode decomposition with control, called swarmDMD, is developed and tested on the canonical Vicsek swarm model. The goal is to use swarmDMD to learn inter-agent interactions that give rise to the observed swarm behaviour. We show that swarmDMD can faithfully reconstruct the swarm dynamics, and the model learned by swarmDMD provides a short prediction window for data extrapolation with a trade-off between prediction accuracy and prediction horizon. We also provide a comprehensive analysis on the efficacy of different observation data types on the modelling, where we find that inter-agent distance yields the most accurate models. We believe the proposed swarmDMD approach will be useful for studying multi-agent systems found in biology, physics, and engineering.

preprint2021arXiv

Data-driven discovery of Koopman eigenfunctions for control

Data-driven transformations that reformulate nonlinear systems in a linear framework have the potential to enable the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. The Koopman operator has emerged as a principled linear embedding of nonlinear dynamics, and its eigenfunctions establish intrinsic coordinates along which the dynamics behave linearly. Previous studies have used finite-dimensional approximations of the Koopman operator for model-predictive control approaches. In this work, we illustrate a fundamental closure issue of this approach and argue that it is beneficial to first validate eigenfunctions and then construct reduced-order models in these validated eigenfunctions. These coordinates form a Koopman-invariant subspace by design and, thus, have improved predictive power. We show then how the control can be formulated directly in these intrinsic coordinates and discuss potential benefits and caveats of this perspective. The resulting control architecture is termed Koopman Reduced Order Nonlinear Identification and Control (KRONIC). It is demonstrated that these eigenfunctions can be approximated with data-driven regression and power series expansions, based on the partial differential equation governing the infinitesimal generator of the Koopman operator. Validating discovered eigenfunctions is crucial and we show that lightly damped eigenfunctions may be faithfully extracted from EDMD or an implicit formulation. These lightly damped eigenfunctions are particularly relevant for control, as they correspond to nearly conserved quantities that are associated with persistent dynamics, such as the Hamiltonian. KRONIC is then demonstrated on a number of relevant examples, including 1) a nonlinear system with a known linear embedding, 2) a variety of Hamiltonian systems, and 3) a high-dimensional double-gyre model for ocean mixing.

preprint2021arXiv

Ensemble-SINDy: Robust sparse model discovery in the low-data, high-noise limit, with active learning and control

Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of bootstrap aggregating (bagging) to robustify the sparse identification of nonlinear dynamics (SINDy) algorithm. First, an ensemble of SINDy models is identified from subsets of limited and noisy data. The aggregate model statistics are then used to produce inclusion probabilities of the candidate functions, which enables uncertainty quantification and probabilistic forecasts. We apply this ensemble-SINDy (E-SINDy) algorithm to several synthetic and real-world data sets and demonstrate substantial improvements to the accuracy and robustness of model discovery from extremely noisy and limited data. For example, E-SINDy uncovers partial differential equations models from data with more than twice as much measurement noise as has been previously reported. Similarly, E-SINDy learns the Lotka Volterra dynamics from remarkably limited data of yearly lynx and hare pelts collected from 1900-1920. E-SINDy is computationally efficient, with similar scaling as standard SINDy. Finally, we show that ensemble statistics from E-SINDy can be exploited for active learning and improved model predictive control.

preprint2021arXiv

Finite-Horizon, Energy-Optimal Trajectories in Unsteady Flows

Intelligent mobile sensors, such as uninhabited aerial or underwater vehicles, are becoming prevalent in environmental sensing and monitoring applications. These active sensing platforms operate in unsteady fluid flows, including windy urban environments, hurricanes, and ocean currents. Often constrained in their actuation capabilities, the dynamics of these mobile sensors depend strongly on the background flow, making their deployment and control particularly challenging. Therefore, efficient trajectory planning with partial knowledge about the background flow is essential for teams of mobile sensors to adaptively sense and monitor their environments. In this work, we investigate the use of finite-horizon model predictive control (MPC) for the energy-efficient trajectory planning of an active mobile sensor in an unsteady fluid flow field. We uncover connections between the finite-time optimal trajectories and finite-time Lyapunov exponents (FTLE) of the background flow, confirming that energy-efficient trajectories exploit invariant coherent structures in the flow. We demonstrate our findings on the unsteady double gyre vector field, which is a canonical model for chaotic mixing in the ocean. We present an exhaustive search through critical MPC parameters including the prediction horizon, maximum sensor actuation, and relative penalty on the accumulated state error and actuation effort. We find that even relatively short prediction horizons can often yield nearly energy-optimal trajectories. These results are promising for the adaptive planning of energy-efficient trajectories for swarms of mobile sensors in distributed sensing and monitoring.

preprint2021arXiv

Kernel Learning for Robust Dynamic Mode Decomposition: Linear and Nonlinear Disambiguation Optimization (LANDO)

Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics, and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modeling high-dimensional systems from data. However, the quality of the linear DMD model is known to be fragile with respect to strong nonlinearity, which contaminates the model estimate. In contrast, sparse identification of nonlinear dynamics (SINDy) learns fully nonlinear models, disambiguating the linear and nonlinear effects, but is restricted to low-dimensional systems. In this work, we present a kernel method that learns interpretable data-driven models for high-dimensional, nonlinear systems. Our method performs kernel regression on a sparse dictionary of samples that appreciably contribute to the underlying dynamics. We show that this kernel method efficiently handles high-dimensional data and is flexible enough to incorporate partial knowledge of system physics. It is possible to accurately recover the linear model contribution with this approach, disambiguating the effects of the implicitly defined nonlinear terms, resulting in a DMD-like model that is robust to strongly nonlinear dynamics. We demonstrate our approach on data from a wide range of nonlinear ordinary and partial differential equations that arise in the physical sciences. This framework can be used for many practical engineering tasks such as model order reduction, diagnostics, prediction, control, and discovery of governing laws.

preprint2021arXiv

Near-Wake Dynamics of a Vertical-Axis Turbine

Cross-flow, or vertical-axis, turbines are a promising technology for capturing kinetic energy in wind or flowing water and their inherently unsteady fluid mechanics present unique opportunities for control optimization of individual rotors or arrays. To explore the potential for beneficial interactions between turbines in an array, coherent structures in the wake of a single two-bladed cross-flow turbine are examined using planar stereo particle image velocimetry in a water channel. First, the mean wake structure of this high chord-to-radius ratio rotor is described, compared to previous studies, and a simple explanation for observed wake deflection is presented. Second, the unsteady flow is then analyzed via the triple decomposition, with the periodic component extracted using a combination of traditional techniques and a novel implementation of the optimized dynamic mode decomposition. The latter method is shown to outperform conditional averaging and Fourier methods, as well as uncover frequencies suggesting a transition to bluff-body shedding in the far wake. Third, vorticity and finite-time Lyapunov exponents are then employed to further analyze the oscillatory wake component. Vortex streets on both sides of the wake are identified, and their formation mechanisms and effects on the mean flow are discussed. Strong axial (vertical) flow is observed in vortical structures shed on the retreating side of the rotor where the blades travel downstream. Time-resolved tracking of these vortices is performed, which demonstrates that vortex trajectories have significant rotation-to-rotation variation within one diameter downstream. This variability suggests it would be challenging to harness or avoid such structures at greater downstream distances.

preprint2021arXiv

On the role of nonlinear correlations in reduced-order modeling

A major goal for reduced-order models of unsteady fluid flows is to uncover and exploit latent low-dimensional structure. Proper orthogonal decomposition (POD) provides an energy-optimal linear basis to represent the flow kinematics, but converges slowly for advection-dominated flows and tends to overestimate the number of dynamically relevant variables. We show that nonlinear correlations in the temporal POD coefficients can be exploited to identify the underlying attractor, characterized by a minimal set of driving modes and a manifold equation for the remaining modes. By viewing these nonlinear correlations as an invariant manifold reduction, this least-order representation can be used to stabilize POD-Galerkin models or as a state space for data-driven model identification. In the latter case, we use sparse polynomial regression to learn a compact, interpretable dynamical system model from the time series of the active modal coefficients. We demonstrate this perspective on a quasiperiodic shear-driven cavity flow and show that the dynamics evolve on a torus generated by two independent Stuart-Landau oscillators. These results emphasize the importance of nonlinear dimensionality reduction to reveal underlying structure in complex flows.

preprint2021arXiv

Projection-tree reduced order modeling for fast N-body computations

This work presents a data-driven reduced-order modeling framework to accelerate the computations of $N$-body dynamical systems and their pair-wise interactions. The proposed framework differs from traditional acceleration methods, like the Barnes-Hut method, which requires online tree building of the state space, or the fast-multipole method, which requires rigorous $a$ $priori$ analysis of governing kernels and online tree building. Our approach combines Barnes-Hut hierarchical decomposition, dimensional compression via the least-squares Petrov-Galerkin (LSPG) projection, and hyper-reduction by way of the Gauss-Newton with approximated tensor (GNAT) approach. The resulting $projection-tree$ reduced order model (PTROM) enables a drastic reduction in operational count complexity by constructing sparse hyper-reduced pairwise interactions of the $N$-body dynamical system. As a result, the presented framework is capable of achieving an operational count complexity that is independent of $N$, the number of bodies in the numerical domain. Capabilities of the PTROM method are demonstrated on the two-dimensional fluid-dynamic Biot-Savart kernel within a parametric and reproductive setting. Results show the PTROM is capable of achieving over 2000$\times$ wall-time speed-up with respect to the full-order model, where the speed-up increases with $N$. The resulting solution delivers quantities of interest with errors that are less than 0.1$\%$ with respect to full-order model.

preprint2021arXiv

PySensors: A Python Package for Sparse Sensor Placement

PySensors is a Python package for selecting and placing a sparse set of sensors for classification and reconstruction tasks. Specifically, PySensors implements algorithms for data-driven sparse sensor placement optimization for reconstruction (SSPOR) and sparse sensor placement optimization for classification (SSPOC). In this work we provide a brief description of the mathematical algorithms and theory for sparse sensor optimization, along with an overview and demonstration of the features implemented in PySensors (with code examples). We also include practical advice for user and a list of potential extensions to PySensors. Software is available at https://github.com/dynamicslab/pysensors.

preprint2021arXiv

The structure of global conservation laws in Galerkin plasma models

Plasmas are highly nonlinear and multi-scale, motivating a hierarchy of models to understand and describe their behavior. However, there is a scarcity of plasma models of lower fidelity than magnetohydrodynamics (MHD). Galerkin models, obtained by projection of the MHD equations onto a truncated modal basis, can furnish this gap in the lower levels of the model hierarchy. In the present work, we develop low-dimensional Galerkin plasma models which preserve global conservation laws by construction. This additional model structure enables physics-constrained machine learning algorithms that can discover these types of low-dimensional plasma models directly from data. This formulation relies on an energy-based inner product which takes into account all of the dynamic variables. The theoretical results here build a bridge to the extensive Galerkin literature in fluid mechanics, and facilitate the development of physics-constrained reduced-order models from plasma data.

preprint2020arXiv

A unified sparse optimization framework to learn parsimonious physics-informed models from data

Machine learning (ML) is redefining what is possible in data-intensive fields of science and engineering. However, applying ML to problems in the physical sciences comes with a unique set of challenges: scientists want physically interpretable models that can (i) generalize to predict previously unobserved behaviors, (ii) provide effective forecasting predictions (extrapolation), and (iii) be certifiable. Autonomous systems will necessarily interact with changing and uncertain environments, motivating the need for models that can accurately extrapolate based on physical principles (e.g. Newton's universal second law for classical mechanics, $F=ma$). Standard ML approaches have shown impressive performance for predicting dynamics in an interpolatory regime, but the resulting models often lack interpretability and fail to generalize. We introduce a unified sparse optimization framework that learns governing dynamical systems models from data, selecting relevant terms in the dynamics from a library of possible functions. The resulting models are parsimonious, have physical interpretations, and can generalize to new parameter regimes. Our framework allows the use of non-convex sparsity promoting regularization functions and can be adapted to address key challenges in scientific problems and data sets, including outliers, parametric dependencies, and physical constraints. We show that the approach discovers parsimonious dynamical models on several example systems. This flexible approach can be tailored to the unique challenges associated with a wide range of applications and data sets, providing a powerful ML-based framework for learning governing models for physical systems from data.

preprint2020arXiv

Bracketing brackets with bras and kets

Brackets are an essential component in aircraft manufacture and design, joining parts together, supporting weight, holding wires, and strengthening joints. Hundreds or thousands of unique brackets are used in every aircraft, but manufacturing a large number of distinct brackets is inefficient and expensive. Fortunately, many so-called "different" brackets are in fact very similar or even identical to each other. In this manuscript, we present a data-driven framework for constructing a comparatively small group of representative brackets from a large catalog of current brackets, based on hierarchical clustering of bracket data. We find that for a modern commercial aircraft, the full set of brackets can be reduced by 30\% while still describing half of the test set sufficiently accurately. This approach is based on designing an inner product that quantifies a multi-objective similarity between two brackets, which are the "bra" and the "ket" of the inner product. Although we demonstrate this algorithm to reduce the number of brackets in aerospace manufacturing, it may be generally applied to any large-scale component standardization effort.

preprint2020arXiv

Data-Driven Aerospace Engineering: Reframing the Industry with Machine Learning

Data science, and machine learning in particular, is rapidly transforming the scientific and industrial landscapes. The aerospace industry is poised to capitalize on big data and machine learning, which excels at solving the types of multi-objective, constrained optimization problems that arise in aircraft design and manufacturing. Indeed, emerging methods in machine learning may be thought of as data-driven optimization techniques that are ideal for high-dimensional, non-convex, and constrained, multi-objective optimization problems, and that improve with increasing volumes of data. In this review, we will explore the opportunities and challenges of integrating data-driven science and engineering into the aerospace industry. Importantly, we will focus on the critical need for interpretable, generalizeable, explainable, and certifiable machine learning techniques for safety-critical applications. This review will include a retrospective, an assessment of the current state-of-the-art, and a roadmap looking forward. Recent algorithmic and technological trends will be explored in the context of critical challenges in aerospace design, manufacturing, verification, validation, and services. In addition, we will explore this landscape through several case studies in the aerospace industry. This document is the result of close collaboration between UW and Boeing to summarize past efforts and outline future opportunities.

preprint2020arXiv

Deep learning to accelerate Maxwell's equations for inverse design of dielectric metasurfaces

The inverse design of optical metasurfaces is a rapidly emerging field that has already shown great promise in miniaturizing conventional optics as well as developing completely new optical functionalities. Such a design process relies on many forward simulations of a device's optical response in order to optimize its performance. We present a data-driven forward simulation framework for the inverse design of metasurfaces that is more accurate than methods based on the local phase approximation, a factor of $10^4$ times faster and requires $15$ times less memory than mesh based solvers, and is not constrained to spheroidal scatterer geometries. We explore the scattered electromagnetic field distribution from wavelength scale cylindrical pillars, obtaining low-dimensional representations of our data via the singular value decomposition. We create a differentiable model fiting the input geometries and configurations of our metasurface scatterers to the low-dimensional representation of the output field. To validate our model, we inverse design two optical elements: a wavelength multiplexed element that focuses light for $λ=633$nm and produces an annular beam at $λ=400$nm and an extended depth of focus lens.

preprint2020arXiv

Deep reinforcement learning for optical systems: A case study of mode-locked lasers

We demonstrate that deep reinforcement learning (deep RL) provides a highly effective strategy for the control and self-tuning of optical systems. Deep RL integrates the two leading machine learning architectures of deep neural networks and reinforcement learning to produce robust and stable learning for control. Deep RL is ideally suited for optical systems as the tuning and control relies on interactions with its environment with a goal-oriented objective to achieve optimal immediate or delayed rewards. This allows the optical system to recognize bi-stable structures and navigate, via trajectory planning, to optimally performing solutions, the first such algorithm demonstrated to do so in optical systems. We specifically demonstrate the deep RL architecture on a mode-locked laser, where robust self-tuning and control can be established through access of the deep RL agent to its waveplates and polarizers. We further integrate transfer learning to help the deep RL agent rapidly learn new parameter regimes and generalize its control authority. Additionally, the deep RL learning can be easily integrated with other control paradigms to provide a broad framework to control any optical system.

preprint2020arXiv

DeepGreen: Deep Learning of Green's Functions for Nonlinear Boundary Value Problems

Boundary value problems (BVPs) play a central role in the mathematical analysis of constrained physical systems subjected to external forces. Consequently, BVPs frequently emerge in nearly every engineering discipline and span problem domains including fluid mechanics, electromagnetics, quantum mechanics, and elasticity. The fundamental solution, or Green's function, is a leading method for solving linear BVPs that enables facile computation of new solutions to systems under any external forcing. However, fundamental Green's function solutions for nonlinear BVPs are not feasible since linear superposition no longer holds. In this work, we propose a flexible deep learning approach to solve nonlinear BVPs using a dual-autoencoder architecture. The autoencoders discover an invertible coordinate transform that linearizes the nonlinear BVP and identifies both a linear operator $L$ and Green's function $G$ which can be used to solve new nonlinear BVPs. We find that the method succeeds on a variety of nonlinear systems including nonlinear Helmholtz and Sturm--Liouville problems, nonlinear elasticity, and a 2D nonlinear Poisson equation. The method merges the strengths of the universal approximation capabilities of deep learning with the physics knowledge of Green's functions to yield a flexible tool for identifying fundamental solutions to a variety of nonlinear systems.

preprint2020arXiv

Dimensionality Reduction and Reduced Order Modeling for Traveling Wave Physics

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and subspace clustering to robustly identify translational invariances that can be leveraged to build improved reduced order models (ROMs). Invariances, whether translational or rotational, are well known to compromise the ability of ROMs to produce accurate and/or low-rank representations of the spatio-temporal dynamics. However, by discovering translations in a principled way, data can be shifted into a coordinate systems where quality, low-dimensional ROMs can be constructed. This approach can be used on either numerical or experimental data with or without knowledge of the governing equations. We demonstrate our method on a variety of PDEs of increasing difficulty, taken from the field of fluid dynamics, showing the efficacy and robustness of the proposed approach.

preprint2020arXiv

Discovery of Physics from Data: Universal Laws and Discrepancies

Machine learning (ML) and artificial intelligence (AI) algorithms are now being used to automate the discovery of physics principles and governing equations from measurement data alone. However, positing a universal physical law from data is challenging without simultaneously proposing an accompanying discrepancy model to account for the inevitable mismatch between theory and measurements. By revisiting the classic problem of modeling falling objects of different size and mass, we highlight a number of nuanced issues that must be addressed by modern data-driven methods for automated physics discovery. Specifically, we show that measurement noise and complex secondary physical mechanisms, like unsteady fluid drag forces, can obscure the underlying law of gravitation, leading to an erroneous model. We use the sparse identification of nonlinear dynamics (SINDy) method to identify governing equations for real-world measurement data and simulated trajectories. Incorporating into SINDy the assumption that each falling object is governed by a similar physical law is shown to improve the robustness of the learned models, but discrepancies between the predictions and observations persist due to subtleties in drag dynamics. This work highlights the fact that the naive application of ML/AI will generally be insufficient to infer universal physical laws without further modification.

preprint2020arXiv

From Fourier to Koopman: Spectral Methods for Long-term Time Series Prediction

We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but which does not rely on periodicity assumptions, allowing for forecasting given potentially arbitrary sampling intervals. We then extend this algorithm to handle nonlinearities by leveraging Koopman theory. The resulting algorithm performs a spectral decomposition in a nonlinear, data-dependent basis. The optimization objective for both algorithms is highly non-convex. However, expressing the objective in the frequency domain allows us to compute global optima of the error surface in a scalable and efficient manner, partially by exploiting the computational properties of the Fast Fourier Transform. Because of their close relation to Bayesian Spectral Analysis, uncertainty quantification metrics are a natural byproduct of the spectral forecasting methods. We extensively benchmark these algorithms against other leading forecasting methods on a range of synthetic experiments as well as in the context of real-world power systems and fluid flows.

preprint2020arXiv

Geometric and Control Optimization of a Two Cross-Flow Turbine Array

Cross-flow turbines, also known as vertical-axis turbines, convert the kinetic energy in moving fluid to mechanical energy using blades that rotate about an axis perpendicular to the incoming flow. In this work, the performance of a two-turbine array in a recirculating water channel was experimentally optimized across sixty-four unique array configurations. For each configuration, turbine performance was optimized using tip-speed ratio control, where the rotation rate for each turbine is optimized individually, and using coordinated control, where the turbines are optimized to operate at synchronous rotation rates, but with a phase difference. For each configuration and control strategy, the consequences of co- and counter-rotation were also evaluated. We hypothesize how array configurations and control cases influence interactions between turbines and impact array performance.

preprint2020arXiv

Hierarchical Deep Learning of Multiscale Differential Equation Time-Steppers

Nonlinear differential equations rarely admit closed-form solutions, thus requiring numerical time-stepping algorithms to approximate solutions. Further, many systems characterized by multiscale physics exhibit dynamics over a vast range of timescales, making numerical integration computationally expensive due to numerical stiffness. In this work, we develop a hierarchy of deep neural network time-steppers to approximate the flow map of the dynamical system over a disparate range of time-scales. The resulting model is purely data-driven and leverages features of the multiscale dynamics, enabling numerical integration and forecasting that is both accurate and highly efficient. Moreover, similar ideas can be used to couple neural network-based models with classical numerical time-steppers. Our multiscale hierarchical time-stepping scheme provides important advantages over current time-stepping algorithms, including (i) circumventing numerical stiffness due to disparate time-scales, (ii) improved accuracy in comparison with leading neural-network architectures, (iii) efficiency in long-time simulation/forecasting due to explicit training of slow time-scale dynamics, and (iv) a flexible framework that is parallelizable and may be integrated with standard numerical time-stepping algorithms. The method is demonstrated on a wide range of nonlinear dynamical systems, including the Van der Pol oscillator, the Lorenz system, the Kuramoto-Sivashinsky equation, and fluid flow pass a cylinder; audio and video signals are also explored. On the sequence generation examples, we benchmark our algorithm against state-of-the-art methods, such as LSTM, reservoir computing, and clockwork RNN. Despite the structural simplicity of our method, it outperforms competing methods on numerical integration.

preprint2020arXiv

Modeling synchronization in forced turbulent oscillator flows

Periodically forced, oscillatory fluid flows have been the focus of intense research for decades due to their richness as a nonlinear dynamical system and their relevance to applications in transportation, aeronautics, and energy conversion. Recently, it has been observed that turbulent bluff-body wakes exhibit a subharmonic resonant response when excited with specific spatial symmetries at twice the natural vortex shedding frequency, which is hypothesized to be caused by triadic interactions. The focus of this paper is to provide new physical insight into the dynamics of turbulent oscillator flows, based on improved mechanistic models informed by a comprehensive experimental study of the turbulent wake behind a D-shaped body under periodic forcing. We confirm for the first time the role of resonant triadic interactions in the forced flow by studying the dominant components in the power spectra across multiple excitation frequencies and amplitudes. We then develop an extended Stuart-Landau model for the forced global wake mode, incorporating parametric and non-harmonic forcing. This model captures the system dynamics and reveals the boundaries of multiple synchronization regions. Further, it is possible to identify model coefficients from sparse measurement data, making it applicable to a wide range of turbulent oscillator flows. We believe these generalized synchronization models will be valuable for prediction, control, and understanding of the underlying physics in this ubiquitous class of flows.

preprint2020arXiv

Multi-fidelity sensor selection: Greedy algorithms to place cheap and expensive sensors with cost constraints

We develop greedy algorithms to approximate the optimal solution to the multi-fidelity sensor selection problem, which is a cost constrained optimization problem prescribing the placement and number of cheap (low signal-to-noise) and expensive (high signal-to-noise) sensors in an environment or state space. Specifically, we evaluate the composition of cheap and expensive sensors, along with their placement, required to achieve accurate reconstruction of a high-dimensional state. We use the column-pivoted QR decomposition to obtain preliminary sensor positions. How many of each type of sensor to use is highly dependent upon the sensor noise levels, sensor costs, overall cost budget, and the singular value spectrum of the data measured. Such nuances allow us to provide sensor selection recommendations based on computational results for asymptotic regions of parameter space. We also present a systematic exploration of the effects of the number of modes and sensors on reconstruction error when using one type of sensor. Our extensive exploration of multi-fidelity sensor composition as a function of data characteristics is the first of its kind to provide guidelines towards optimal multi-fidelity sensor selection.

preprint2020arXiv

Multiresolution Convolutional Autoencoders

We propose a multi-resolution convolutional autoencoder (MrCAE) architecture that integrates and leverages three highly successful mathematical architectures: (i) multigrid methods, (ii) convolutional autoencoders and (iii) transfer learning. The method provides an adaptive, hierarchical architecture that capitalizes on a progressive training approach for multiscale spatio-temporal data. This framework allows for inputs across multiple scales: starting from a compact (small number of weights) network architecture and low-resolution data, our network progressively deepens and widens itself in a principled manner to encode new information in the higher resolution data based on its current performance of reconstruction. Basic transfer learning techniques are applied to ensure information learned from previous training steps can be rapidly transferred to the larger network. As a result, the network can dynamically capture different scaled features at different depths of the network. The performance gains of this adaptive multiscale architecture are illustrated through a sequence of numerical experiments on synthetic examples and real-world spatial-temporal data.

preprint2020arXiv

Optimal Sensor and Actuator Selection using Balanced Model Reduction

Optimal sensor and actuator selection is a central challenge in high-dimensional estimation and control. Nearly all subsequent control decisions are affected by these sensor/actuator locations, and optimal placement amounts to an intractable brute-force search among the combinatorial possibilities. In this work, we exploit balanced model reduction and greedy optimization to efficiently determine sensor and actuator selections that optimize observability and controllability. In particular, we determine locations that optimize scalar measures of observability and controllability via greedy matrix QR pivoting on the dominant modes of the direct and adjoint balancing transformations. Pivoting runtime scales linearly with the state dimension, making this method tractable for high-dimensional systems. The results are demonstrated on the linearized Ginzburg-Landau system, for which our algorithm approximates known optimal placements computed using costly gradient descent methods.

preprint2020arXiv

Phase-consistent dynamic mode decomposition from multiple overlapping spatial domains

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently, DMD has been extended to work with more realistic data that is under-resolved either in time or space, or with data collected in the same spatial domain over multiple independent time windows. In this work, we develop an extension to DMD to synthesize globally consistent modes from velocity fields collected independently in multiple partially overlapping spatial domains. We propose a tractable optimization to identify modes that span multiple windows and align their phases to be consistent in the overlapping regions. First, we demonstrate this approach on data from direct numerical simulation, where it is possible to split the data into overlapping domains and benchmark against ground-truth modes. We consider the laminar flow past a cylinder as an example with distinct frequencies, along with the spatially developing mixing layer, which exhibits a frequency spectrum that evolves continuously as the measurement window moves downstream. Next, we analyze experimental velocity fields from PIV in six overlapping domains in the wake of a cross-flow turbine. On the numerical examples, we demonstrate the robustness of this approach to increasing measurement noise and decreasing size of the overlap regions. In all cases, it is possible to obtain a phase-aligned, composite reconstruction of the full time-resolved flow field from the phase-consistent modes over the entire domain.

preprint2020arXiv

Physics-informed machine learning for sensor fault detection with flight test data

We develop data-driven algorithms to fully automate sensor fault detection in systems governed by underlying physics. The proposed machine learning method uses a time series of typical behavior to approximate the evolution of measurements of interest by a linear time-invariant system. Given additional data from related sensors, a Kalman observer is used to maintain a separate real-time estimate of the measurement of interest. Sustained deviation between the measurements and the estimate is used to detect anomalous behavior. A decision tree, informed by integrating other sensor measurement values, is used to determine the amount of deviation required to identify a sensor fault. We validate the method by applying it to three test systems exhibiting various types of sensor faults: commercial flight test data, an unsteady aerodynamics model with dynamic stall, and a model for longitudinal flight dynamics forced by atmospheric turbulence. In the latter two cases we test fault detection for several prototypical failure modes. The combination of a learned dynamical model with the automated decision tree accurately detects sensor faults in each case.

preprint2020arXiv

PySINDy: A Python package for the Sparse Identification of Nonlinear Dynamics from Data

PySINDy is a Python package for the discovery of governing dynamical systems models from data. In particular, PySINDy provides tools for applying the sparse identification of nonlinear dynamics (SINDy) (Brunton et al. 2016) approach to model discovery. In this work we provide a brief description of the mathematical underpinnings of SINDy, an overview and demonstration of the features implemented in PySINDy (with code examples), practical advice for users, and a list of potential extensions to PySINDy. Software is available at https://github.com/dynamicslab/pysindy.

preprint2020arXiv

Randomized CP Tensor Decomposition

The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the dimension of the ambient measurement space. However, the emergence of `big data' poses significant computational challenges for computing this fundamental tensor decomposition. By leveraging modern randomized algorithms, we demonstrate that coherent structures can be learned from a smaller representation of the tensor in a fraction of the time. Thus, this simple but powerful algorithm enables one to compute the approximate CP decomposition even for massive tensors. The approximation error can thereby be controlled via oversampling and the computation of power iterations. In addition to theoretical results, several empirical results demonstrate the performance of the proposed algorithm.

preprint2020arXiv

Sensor Selection With Cost Constraints for Dynamically Relevant Bases

We consider cost-constrained sparse sensor selection for full-state reconstruction, applying a well-known greedy algorithm to dynamical systems for which the usual singular value decomposition (SVD) basis may not be available or preferred. We apply the cost-modified, column-pivoted QR decomposition to a physically relevant basis -- the pivots correspond to sensor locations, and these locations are penalized with a heterogeneous cost function. In considering different bases, we are able to account for the dynamics of the particular system, yielding sensor arrays that are nearly Pareto optimal in sensor cost and performance in the chosen basis. This flexibility extends our framework to include actuation and dynamic estimation, and to select sensors without training data. We provide three examples from the physical and engineering sciences and evaluate sensor selection in three dynamically relevant bases: truncated balanced modes for control systems, dynamic mode decomposition (DMD) modes, and a basis of analytic modes. We find that these bases all yield effective sensor arrays and reconstructions for their respective systems. When possible, we compare to results using an SVD basis and evaluate tradeoffs between methods.

preprint2020arXiv

Time-Delay Observables for Koopman: Theory and Applications

Nonlinear dynamical systems are ubiquitous in science and engineering, yet analysis and prediction of these systems remains a challenge. Koopman operator theory circumvents some of these issues by considering the dynamics in the space of observable functions on the state, in which the dynamics are intrinsically linear and thus amenable to standard techniques from numerical analysis and linear algebra. However, practical issues remain with this approach, as the space of observables is infinite-dimensional and selecting a subspace of functions in which to accurately represent the system is a nontrivial task. In this work we consider time-delay observables to represent nonlinear dynamics in the Koopman operator framework. We prove the surprising result that Koopman operators for different systems admit universal (system-independent) representations in these coordinates, and give analytic expressions for these representations. In addition, we show that for certain systems a restricted class of these observables form an optimal finite-dimensional basis for representing the Koopman operator, and that the analytic representation of the Koopman operator in these coordinates coincides with results computed by the dynamic mode decomposition. We provide numerical examples to complement our results. In addition to being theoretically interesting, these results have implications for a number of linearization algorithms for dynamical systems.

preprint2019arXiv

Characterizing Magnetized Plasmas with Dynamic Mode Decomposition

Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear, computationally intensive, and can be difficult to interpret, while often only approximating the true dynamics. In this work, data-driven techniques recently developed in the field of fluid dynamics are leveraged to develop interpretable reduced-order models of plasmas that strike a balance between accuracy and efficiency. In particular, dynamic mode decomposition (DMD) is used to extract spatio-temporal magnetic coherent structures from the experimental and simulation datasets of the HIT-SI experiment. Three-dimensional magnetic surface probes from the HIT-SI experiment are analyzed, along with companion simulations with synthetic internal magnetic probes. A number of leading variants of the DMD algorithm are compared, including the sparsity-promoting and optimized DMD. Optimized DMD results in the highest overall prediction accuracy, while sparsity-promoting DMD yields physically interpretable models that avoid overfitting. These DMD algorithms uncover several coherent magnetic modes that provide new physical insights into the inner plasma structure. These modes were subsequently used to discover a previously unobserved three-dimensional structure in the simulation, rotating at the second injector harmonic. Finally, using data from probes at experimentally accessible locations, DMD identifies a resistive kink mode, a ubiquitous instability seen in magnetized plasmas.

preprint2019arXiv

Data-driven discovery of coordinates and governing equations

The discovery of governing equations from scientific data has the potential to transform data-rich fields that lack well-characterized quantitative descriptions. Advances in sparse regression are currently enabling the tractable identification of both the structure and parameters of a nonlinear dynamical system from data. The resulting models have the fewest terms necessary to describe the dynamics, balancing model complexity with descriptive ability, and thus promoting interpretability and generalizability. This provides an algorithmic approach to Occam's razor for model discovery. However, this approach fundamentally relies on an effective coordinate system in which the dynamics have a simple representation. In this work, we design a custom autoencoder to discover a coordinate transformation into a reduced space where the dynamics may be sparsely represented. Thus, we simultaneously learn the governing equations and the associated coordinate system. We demonstrate this approach on several example high-dimensional dynamical systems with low-dimensional behavior. The resulting modeling framework combines the strengths of deep neural networks for flexible representation and sparse identification of nonlinear dynamics (SINDy) for parsimonious models. It is the first method of its kind to place the discovery of coordinates and models on an equal footing.

preprint2019arXiv

Randomized methods to characterize large-scale vortical flow network

We demonstrate the effective use of randomized methods for linear algebra to perform network-based analysis of complex vortical flows. Network theoretic approaches can reveal the connectivity structures among a set of vortical elements and analyze their collective dynamics. These approaches have recently been generalized to analyze high-dimensional turbulent flows, for which network computations can become prohibitively expensive. In this work, we propose efficient methods to approximate network quantities, such as the leading eigendecomposition of the adjacency matrix, using randomized methods. Specifically, we use the Nyström method to approximate the leading eigenvalues and eigenvectors, achieving significant computational savings and reduced memory requirements. The effectiveness of the proposed technique is demonstrated on two high-dimensional flow fields: two-dimensional flow past an airfoil and two-dimensional turbulence. We find that quasi-uniform column sampling outperforms uniform column sampling, while both feature the same computational complexity.

preprint2018arXiv

Neural-inspired sensors enable sparse, efficient classification of spatiotemporal data

Sparse sensor placement is a central challenge in the efficient characterization of complex systems when the cost of acquiring and processing data is high. Leading sparse sensing methods typically exploit either spatial or temporal correlations, but rarely both. This work introduces a new sparse sensor optimization that is designed to leverage the rich spatiotemporal coherence exhibited by many systems. Our approach is inspired by the remarkable performance of flying insects, which use a few embedded strain-sensitive neurons to achieve rapid and robust flight control despite large gust disturbances. Specifically, we draw on nature to identify targeted neural-inspired sensors on a flapping wing to detect body rotation. This task is particularly challenging as the rotational twisting mode is three orders-of-magnitude smaller than the flapping modes. We show that nonlinear filtering in time, built to mimic strain-sensitive neurons, is essential to detect rotation, whereas instantaneous measurements fail. Optimized sparse sensor placement results in efficient classification with approximately ten sensors, achieving the same accuracy and noise robustness as full measurements consisting of hundreds of sensors. Sparse sensing with neural inspired encoding establishes a new paradigm in hyper-efficient, embodied sensing of spatiotemporal data and sheds light on principles of biological sensing for agile flight control.

preprint2017arXiv

Data-Driven Sparse Sensor Placement for Reconstruction

Optimal sensor placement is a central challenge in the design, prediction, estimation, and control of high-dimensional systems. High-dimensional states can often leverage a latent low-dimensional representation, and this inherent compressibility enables sparse sensing. This article explores optimized sensor placement for signal reconstruction based on a tailored library of features extracted from training data. Sparse point sensors are discovered using the singular value decomposition and QR pivoting, which are two ubiquitous matrix computations that underpin modern linear dimensionality reduction. Sparse sensing in a tailored basis is contrasted with compressed sensing, a universal signal recovery method in which an unknown signal is reconstructed via a sparse representation in a universal basis. Although compressed sensing can recover a wider class of signals, we demonstrate the benefits of exploiting known patterns in data with optimized sensing. In particular, drastic reductions in the required number of sensors and improved reconstruction are observed in examples ranging from facial images to fluid vorticity fields. Principled sensor placement may be critically enabling when sensors are costly and provides faster state estimation for low-latency, high-bandwidth control. MATLAB code is provided for all examples.

preprint2017arXiv

Environment Identification in Flight using Sparse Approximation of Wing Strain

This paper addresses the problem of identifying different flow environments from sparse data collected by wing strain sensors. Insects regularly perform this feat using a sparse ensemble of noisy strain sensors on their wing. First, we obtain strain data from numerical simulation of a Manduca sexta hawkmoth wing undergoing different flow environments. Our data-driven method learns low-dimensional strain features originating from different aerodynamic environments using proper orthogonal decomposition (POD) modes in the frequency domain, and leverages sparse approximation to classify a set of strain frequency signatures using a dictionary of POD modes. This bio-inspired machine learning architecture for dictionary learning and sparse classification permits fewer costly physical strain sensors while being simultaneously robust to sensor noise. A measurement selection algorithm identifies frequencies that best discriminate the different aerodynamic environments in low-rank POD feature space. In this manner, sparse and noisy wing strain data can be exploited to robustly identify different aerodynamic environments encountered in flight, providing insight into the stereotyped placement of neurons that act as strain sensors on a Manduca sexta hawkmoth wing.

preprint2017arXiv

Optimized Sampling for Multiscale Dynamics

The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic analysis of multiscale physics. The DMD method is an ideal spatiotemporal matrix decomposition that correlates spatial features of computational or experimental data to periodic temporal behavior. DMD can be modified into a multiresolution analysis to separate complex dynamics into a hierarchy of multiresolution timescale components, where each level of the hierarchy divides dynamics into distinct background (slow) and foreground (fast) timescales. The multiresolution DMD is capable of characterizing nonlinear dynamical systems in an equation-free manner by recursively decomposing the state of the system into low-rank spatial modes and their temporal Fourier dynamics. Moreover, these multiresolution DMD modes can be used to determined sparse sampling locations which are nearly optimal for dynamic regime classification and full state reconstruction. Specifically, optimized sensors are efficiently chosen using QR column pivots of the DMD library, thus avoiding an NP-hard selection process. We demonstrate the efficacy of the method on several examples, including global sea-surface temperature data, and show that only a small number of sensors are needed for accurate global reconstructions and classification of El Niño events.

preprint2017arXiv

Predicting shim gaps in aircraft assembly with machine learning and sparse sensing

A modern aircraft may require on the order of thousands of custom shims to fill gaps between structural components in the airframe that arise due to manufacturing tolerances adding up across large structures. These shims are necessary to eliminate gaps, maintain structural performance, and minimize pull-down forces required to bring the aircraft into engineering nominal configuration for peak aerodynamic efficiency. Gap filling is a time-consuming process, involving either expensive by-hand inspection or computations on vast quantities of measurement data from increasingly sophisticated metrology equipment. Either case amounts to significant delays in production, with much of the time spent in the critical path of aircraft assembly. This work presents an alternative strategy for predictive shimming, based on machine learning and sparse sensing to first learn gap distributions from historical data, and then design optimized sparse sensing strategies to streamline data collection and processing. This new approach is based on the assumption that patterns exist in shim distributions across aircraft, which may be mined and used to reduce the burden of data collection and processing in future aircraft. Specifically, robust principal component analysis is used to extract low-dimensional patterns in the gap measurements while rejecting outliers. Next, optimized sparse sensors are obtained that are most informative about the dimensions of a new aircraft in these low-dimensional principal components. We demonstrate the success of the proposed approach, called PIXel Identification Despite Uncertainty in Sensor Technology (PIXI-DUST), on historical production data from 54 representative Boeing commercial aircraft. Our algorithm successfully predicts $99\%$ of shim gaps within the desired measurement tolerance using $3\%$ of the laser scan points typically required; all results are cross-validated.

preprint2016arXiv

Compressed Dynamic Mode Decomposition for Background Modeling

We introduce the method of compressed dynamic mode decomposition (cDMD) for background modeling. The dynamic mode decomposition (DMD) is a regression technique that integrates two of the leading data analysis methods in use today: Fourier transforms and singular value decomposition. Borrowing ideas from compressed sensing and matrix sketching, cDMD eases the computational workload of high resolution video processing. The key principal of cDMD is to obtain the decomposition on a (small) compressed matrix representation of the video feed. Hence, the cDMD algorithm scales with the intrinsic rank of the matrix, rather then the size of the actual video (data) matrix. Selection of the optimal modes characterizing the background is formulated as a sparsity-constrained sparse coding problem. Our results show, that the quality of the resulting background model is competitive, quantified by the F-measure, Recall and Precision. A GPU (graphics processing unit) accelerated implementation is also presented which further boosts the computational efficiency of the algorithm.

preprint2016arXiv

Constrained Sparse Galerkin Regression

Although major advances have been achieved over the past decades for the reduction and identification of linear systems, deriving nonlinear low-order models still is a chal- lenging task. In this work, we develop a new data-driven framework to identify nonlinear reduced-order models of a fluid by combining dimensionality reductions techniques (e.g. proper orthogonal decomposition) and sparse regression techniques from machine learn- ing. In particular, we extend the sparse identification of nonlinear dynamics (SINDy) algorithm to enforce physical constraints in the regression, namely energy-preserving quadratic nonlinearities. The resulting models, hereafter referred to as Galerkin regression models, incorporate many beneficial aspects of Galerkin projection, but without the need for a full-order or high-fidelity solver to project the Navier-Stokes equations. Instead, the most parsimonious nonlinear model is determined that is consistent with observed mea- surement data and satisfies necessary constraints. Galerkin regression models also readily generalize to include higher-order nonlinear terms that model the effect of truncated modes. The effectiveness of Galerkin regression is demonstrated on two different flow configurations: the two-dimensional flow past a circular cylinder and the shear-driven cavity flow. For both cases, the accuracy of the identified models compare favorably against reduced-order models obtained from a standard Galerkin projection procedure. Present results highlight the importance of cubic nonlinearities in the construction of accurate nonlinear low-dimensional approximations of the flow systems, something which cannot be readily obtained using a standard Galerkin projection of the Navier-Stokes equations. Finally, the entire code base for our constrained sparse Galerkin regression algorithm is freely available online.

preprint2016arXiv

Data-driven discovery of partial differential equations

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting techniques to select the nonlinear and partial derivative terms terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework where the sensors are fixed spatially, or in a Lagrangian framework where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems of mathematical physics including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially non-unique dynamical terms by using multiple time series taken with different initial data. Thus for a traveling wave, the method can distinguish between a linear wave equation or the Korteweg-deVries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parametrized spatio-temporal systems where first-principles derivations are intractable.

preprint2016arXiv

Generalizing Koopman Theory to allow for inputs and control

We develop a new generalization of Koopman operator theory that incorporates the effects of inputs and control. Koopman spectral analysis is a theoretical tool for the analysis of nonlinear dynamical systems. Moreover, Koopman is intimately connected to Dynamic Mode Decomposition (DMD), a method that discovers spatial-temporal coherent modes from data, connects local-linear analysis to nonlinear operator theory, and importantly creates an equation-free architecture allowing investigation of complex systems. In actuated systems, standard Koopman analysis and DMD are incapable of producing input-output models; moreover, the dynamics and the modes will be corrupted by external forcing. Our new theoretical developments extend Koopman operator theory to allow for systems with nonlinear input-output characteristics. We show how this generalization is rigorously connected and generalizes a recent development called Dynamic Mode Decomposition with control (DMDc). We demonstrate this new theory on nonlinear dynamical systems, including a standard Susceptible-Infectious-Recovered model with relevance to the analysis of infectious disease data with mass vaccination (actuation).

preprint2016arXiv

Inferring biological networks by sparse identification of nonlinear dynamics

Inferring the structure and dynamics of network models is critical to understanding the functionality and control of complex systems, such as metabolic and regulatory biological networks. The increasing quality and quantity of experimental data enable statistical approaches based on information theory for model selection and goodness-of-fit metrics. We propose an alternative method to infer networked nonlinear dynamical systems by using sparsity-promoting $\ell_1$ optimization to select a subset of nonlinear interactions representing dynamics on a fully connected network. Our method generalizes the sparse identification of nonlinear dynamics (SINDy) algorithm to dynamical systems with rational function nonlinearities, such as biological networks. We show that dynamical systems with rational nonlinearities may be cast in an implicit form, where the equations may be identified in the null-space of a library of mixed nonlinearities including the state and derivative terms; this approach applies more generally to implicit dynamical systems beyond those containing rational nonlinearities. This method, implicit-SINDy, succeeds in inferring three canonical biological models: Michaelis-Menten enzyme kinetics, the regulatory network for competence in bacteria, and the metabolic network for yeast glycolysis.

preprint2016arXiv

Intracycle Angular Velocity Control of Cross-Flow Turbines

Cross-flow turbines, also known as vertical-axis turbines, have numerous features that make them attractive for wind and marine renewable energy. To maximize power output, the turbine blade kinematics may be controlled during the course of the blade revolution, thus optimizing the unsteady fluid dynamic forces. Dynamically pitching the blades, similar to blade control in a helicopter, is an established method. However, this technique adds undesirable mechanical complexity to the turbine, increasing cost and reducing durability. Here we introduce a novel alternative requiring no additional moving parts: we optimize the turbine rotation rate as a function of blade position resulting in motion (including changes in the effective angle of attack) that is precisely timed to exploit unsteady fluid effects. We demonstrate experimentally that this approach results in a 79% increase in power output over industry standard control methods. Analysis of the fluid forcing and blade kinematics show that maximal power is achieved through alignment of fluid force and rotation rate extrema. In addition, the optimized controller excites a well-timed dynamic stall vortex, as is found in many examples of biological propulsion. This control strategy allows a structurally robust turbine operating at relatively low angular velocity to achieve high efficiency and could enable a new generation of environmentally-benign turbines for wind and water current power generation.

preprint2016arXiv

Koopman Theory for Partial Differential Equations

We consider the application of Koopman theory to nonlinear partial differential equations. We demonstrate that the observables chosen for constructing the Koopman operator are critical for enabling an accurate approximation to the nonlinear dynamics. If such observables can be found, then the dynamic mode decomposition algorithm can be enacted to compute a finite-dimensional approximation of the Koopman operator, including its eigenfunctions, eigenvalues and Koopman modes. Judiciously chosen observables lead to physically interpretable spatio-temporal features of the complex system under consideration and provide a connection to manifold learning methods. We demonstrate the impact of observable selection, including kernel methods, and construction of the Koopman operator on two canonical, nonlinear PDEs: Burgers' equation and the nonlinear Schrödinger equation. These examples serve to highlight the most pressing and critical challenge of Koopman theory: a principled way to select appropriate observables.

preprint2016arXiv

Online interpolation point refinement for reduced order models using a genetic algorithm

A genetic algorithm procedure is demonstrated that refines the selection of interpolation points of the discrete empirical interpolation method (DEIM) when used for constructing reduced order models for time dependent and/or parametrized nonlinear partial differential equations (PDEs) with proper orthogonal decomposition. The method achieves nearly optimal interpolation points with only a few generations of the search, making it potentially useful for {\em online} refinement of the sparse sampling used to construct a projection of the nonlinear terms. With the genetic algorithm, points are optimized to jointly minimize reconstruction error and enable dynamic regime classification. The efficiency of the method is demonstrated on two canonical nonlinear PDEs: the cubic-quintic Ginzburg-Landau equation and the Navier-Stokes equation for flow around a cylinder. Using the former model, the procedure can be compared to the ground-truth optimal interpolation points, showing that the genetic algorithm quickly achieves nearly optimal performance and reduced the reconstruction error by nearly an order of magnitude.

preprint2016arXiv

Sparse Identification of Nonlinear Dynamics with Control (SINDYc)

Identifying governing equations from data is a critical step in the modeling and control of complex dynamical systems. Here, we investigate the data-driven identification of nonlinear dynamical systems with inputs and forcing using regression methods, including sparse regression. Specifically, we generalize the sparse identification of nonlinear dynamics (SINDY) algorithm to include external inputs and feedback control. This method is demonstrated on examples including the Lotka-Volterra predator--prey model and the Lorenz system with forcing and control. We also connect the present algorithm with the dynamic mode decomposition (DMD) and Koopman operator theory to provide a broader context.

preprint2016arXiv

Streaming GPU Singular Value and Dynamic Mode Decompositions

This work develops a parallelized algorithm to compute the dynamic mode decomposition (DMD) on a graphics processing unit using the streaming method of snapshots singular value decomposition. This allows the algorithm to operate efficiently on streaming data by avoiding redundant inner-products as new data becomes available. In addition, it is possible to leverage the native compressed format of many data streams, such as HD video and computational physics codes that are represented sparsely in the Fourier domain, to massively reduce data transfer from CPU to GPU and to enable sparse matrix multiplications. Taken together, these algorithms facilitate real-time streaming DMD on high-dimensional data streams. We demonstrate the proposed method on numerous high-dimensional data sets ranging from video background modeling to scientific computing applications, where DMD is becoming a mainstay algorithm. The computational framework is developed as an open-source library written in C++ with CUDA, and the algorithms may be generalized to include other DMD advances, such as compressed sensing DMD, multi resolution DMD, or DMD with control. Keywords: Singular value decomposition, dynamic mode decomposition, streaming computations, graphics processing unit, video background modeling, scientific computing.

preprint2015arXiv

Discovering governing equations from data: Sparse identification of nonlinear dynamical systems

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development of knowledge and enabled advanced technological achievements, including aircraft, combustion engines, satellites, and electrical power. In this work, we combine sparsity-promoting techniques and machine learning with nonlinear dynamical systems to discover governing physical equations from measurement data. The only assumption about the structure of the model is that there are only a few important terms that govern the dynamics, so that the equations are sparse in the space of possible functions; this assumption holds for many physical systems. In particular, we use sparse regression to determine the fewest terms in the dynamic governing equations required to accurately represent the data. The resulting models are parsimonious, balancing model complexity with descriptive ability while avoiding overfitting. We demonstrate the algorithm on a wide range of problems, from simple canonical systems, including linear and nonlinear oscillators and the chaotic Lorenz system, to the fluid vortex shedding behind an obstacle. The fluid example illustrates the ability of this method to discover the underlying dynamics of a system that took experts in the community nearly 30 years to resolve. We also show that this method generalizes to parameterized, time-varying, or externally forced systems.

preprint2015arXiv

Feedback Control of Turbulent Shear Flows by Genetic Programming

Turbulent shear flows have triggered fundamental research in nonlinear dynamics, like transition scenarios, pattern formation and dynamical modeling. In particular, the control of nonlinear dynamics is subject of research since decades. In this publication, actuated turbulent shear flows serve as test-bed for a nonlinear feedback control strategy which can optimize an arbitrary cost function in an automatic self-learning manner. This is facilitated by genetic programming providing an analytically treatable control law. Unlike control based on PID laws or neural networks, no structure of the control law needs to be specified in advance. The strategy is first applied to low-dimensional dynamical systems featuring aspects of turbulence and for which linear control methods fail. This includes stabilizing an unstable fixed point of a nonlinearly coupled oscillator model and maximizing mixing, i.e.\ the Lyapunov exponent, for forced Lorenz equations. For the first time, we demonstrate the applicability of genetic programming control to four shear flow experiments with strong nonlinearities and intrinsically noisy measurements. These experiments comprise mixing enhancement in a turbulent shear layer, the reduction of the recirculation zone behind a backward facing step, and the optimized reattachment of separating boundary layers. Genetic programming control has outperformed tested optimized state-of-the-art control and has even found novel actuation mechanisms.

preprint2015arXiv

Koopman invariant subspaces and finite linear representations of nonlinear dynamical systems for control

In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace. The Koopman operator is an infinite-dimensional linear operator that evolves observable functions of the state-space of a dynamical system [Koopman 1931, PNAS]. Dominant terms in the Koopman expansion are typically computed using dynamic mode decomposition (DMD). DMD uses linear measurements of the state variables, and it has recently been shown that this may be too restrictive for nonlinear systems [Williams et al. 2015, JNLS]. Choosing nonlinear observable functions to form an invariant subspace where it is possible to obtain linear models, especially those that are useful for control, is an open challenge. Here, we investigate the choice of observable functions for Koopman analysis that enable the use of optimal linear control techniques on nonlinear problems. First, to include a cost on the state of the system, as in linear quadratic regulator (LQR) control, it is helpful to include these states in the observable subspace, as in DMD. However, we find that this is only possible when there is a single isolated fixed point, as systems with multiple fixed points or more complicated attractors are not globally topologically conjugate to a finite-dimensional linear system, and cannot be represented by a finite-dimensional linear Koopman subspace that includes the state. We then present a data-driven strategy to identify relevant observable functions for Koopman analysis using a new algorithm to determine terms in a dynamical system by sparse regression of the data in a nonlinear function space [Brunton et al. 2015, arxiv]; we show how this algorithm is related to DMD. Finally, we demonstrate how to design optimal control laws for nonlinear systems using techniques from linear optimal control on Koopman invariant subspaces.

preprint2015arXiv

Lagrangian coherent structures and inertial particle dynamics

In this work we investigate the dynamics of inertial particles using finite-time Lyapunov exponents (FTLE). In particular, we characterize the attractor and repeller structures underlying preferential concentration of inertial particles in terms of FTLE fields of the underlying carrier fluid. Inertial particles that are heavier than the ambient fluid (aerosols) attract onto ridges of the negative-time fluid FTLE. This negative-time FTLE ridge becomes a repeller for particles that are lighter than the carrier fluid (bubbles). We also examine the inertial FTLE (iFTLE) determined by the trajectories of inertial particles evolved using the Maxey-Riley equations with non-zero Stokes number and density ratio. Finally, we explore the low-pass filtering effect of Stokes number. These ideas are demonstrated on two-dimensional numerical simulations of the unsteady double gyre flow.

preprint2015arXiv

Multi-Resolution Dynamic Mode Decomposition

We demonstrate that the integration of the recently developed dynamic mode decomposition (DMD) with a multi-resolution analysis allows for a decomposition method capable of robustly separating complex systems into a hierarchy of multi-resolution time-scale components. A one-level separation allows for background (low-rank) and foreground (sparse) separation of dynamical data, or robust principal component analysis. The multi-resolution dynamic mode decomposition is capable of characterizing nonlinear dynamical systems in an equation-free manner by recursively decomposing the state of the system into low-rank terms whose temporal coefficients in time are known. DMD modes with temporal frequencies near the origin (zero-modes) are interpreted as background (low-rank) portions of the given dynamics, and the terms with temporal frequencies bounded away from the origin are their sparse counterparts. The multi-resolution dynamic mode decomposition (mrDMD) method is demonstrated on several examples involving multi-scale dynamical data, showing excellent decomposition results, including sifting the El Niño mode from ocean temperature data. It is further applied to decompose a video data set into separate objects moving at different rates against a slowly varying background. These examples show that the decomposition is an effective dynamical systems tool for data-driven discovery.

preprint2015arXiv

Nonlinear Model Reduction for Complex Systems using Sparse Optimal Sensor Locations from Learned Nonlinear Libraries

We demonstrate the synthesis of sparse sampling and machine learning to characterize and model complex, nonlinear dynamical systems over a range of bifurcation parameters. First, we construct modal libraries using the classical proper orthogonal decomposition to uncover dominant low-rank coherent structures. Here, nonlinear libraries are also constructed in order to take advantage of the discrete empirical interpolation method and projection that allows for the approximation of nonlinear terms in a low-dimensional way. The selected sampling points are shown to be nearly optimal sensing locations for characterizing the underlying dynamics, stability, and bifurcations of complex systems. The use of empirical interpolation points and sparse representation facilitate a family of local reduced-order models for each physical regime, rather than a higher-order global model, which has the benefit of physical interpretability of energy transfer between coherent structures. In particular, the discrete interpolation points and nonlinear modal libraries are used for sparse representation to classify the dynamic bifurcation regime in the complex Ginzburg-Landau equation. It is shown that nonlinear point measurements are more effective than linear measurements when sensor noise is present.

preprint2014arXiv

Closed-loop control of an experimental mixing layer using machine learning control

A novel framework for closed-loop control of turbulent flows is tested in an experimental mixing layer flow. This framework, called Machine Learning Control (MLC), provides a model-free method of searching for the best function, to be used as a control law in closed-loop flow control. MLC is based on genetic programming, a function optimization method of machine learning. In this article, MLC is benchmarked against classical open-loop actuation of the mixing layer. Results show that this method is capable of producing sensor-based control laws which can rival or surpass the best open-loop forcing, and be robust to changing flow conditions. Additionally, MLC can detect non-linear mechanisms present in the controlled plant, and exploit them to find a better type of actuation than the best periodic forcing.

preprint2014arXiv

Dynamic mode decomposition with control

We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear analysis to nonlinear operator theory, and provides an equation-free architecture which is compatible with compressive sensing. In actuated systems, DMD is incapable of producing an input-output model; moreover, the dynamics and the modes will be corrupted by external forcing. Our new method, Dynamic Mode Decomposition with control (DMDc), capitalizes on all of the advantages of DMD and provides the additional innovation of being able to disambiguate between the underlying dynamics and the effects of actuation, resulting in accurate input-output models. The method is data-driven in that it does not require knowledge of the underlying governing equations, only snapshots of state and actuation data from historical, experimental, or black-box simulations. We demonstrate the method on high-dimensional dynamical systems, including a model with relevance to the analysis of infectious disease data with mass vaccination (actuation).

preprint2014arXiv

Sidelobe Canceling for Optimization of Reconfigurable Holographic Metamaterial Antenna

Accurate and efficient methods for beam-steering of holographic metamaterial antennas is of critical importance for enabling consumer usage of satellite data capacities. We develop an optimization algorithm capable of performing adaptive, real-time control of antenna patterns while operating in dynamic environments. Our method provides a first analysis of the antenna pattern optimization problem in the context of metamaterials and for the purpose of directing the central beam and significantly suppressing sidelobe levels. The efficacy of the algorithm is demonstrated both on a computational model of the antenna and experimentally. Due to their exceptional portability, low-power consumption and lack of moving parts, metamaterial antennas are an attractive and viable technology when combined with proven software engineering strategies to optimize performance.

preprint2014arXiv

State-space model identification and feedback control of unsteady aerodynamic forces

Unsteady aerodynamic models are necessary to accurately simulate forces and develop feedback controllers for wings in agile motion; however, these models are often high dimensional or incompatible with modern control techniques. Recently, reduced-order unsteady aerodynamic models have been developed for a pitching and plunging airfoil by linearizing the discretized Navier-Stokes equation with lift-force output. In this work, we extend these reduced-order models to include multiple inputs (pitch, plunge, and surge) and explicit parameterization by the pitch-axis location, inspired by Theodorsen's model. Next, we investigate the na\"ıve application of system identification techniques to input--output data and the resulting pitfalls, such as unstable or inaccurate models. Finally, robust feedback controllers are constructed based on these low-dimensional state-space models for simulations of a rigid flat plate at Reynolds number 100. Various controllers are implemented for models linearized at base angles of attack $α_0=0^\circ, α_0=10^\circ$, and $α_0=20^\circ$. The resulting control laws are able to track an aggressive reference lift trajectory while attenuating sensor noise and compensating for strong nonlinearities.

preprint2013arXiv

Compressive sampling and dynamic mode decomposition

This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It is then possible to reconstruct full-state DMD eigenvectors using $\ell_1$-minimization or greedy algorithms. If full-state snapshots are available, it may be computationally beneficial to compress the data, compute a compressed DMD, and then reconstruct full-state modes by applying the projected DMD transforms to full-state snapshots. These results rely on a number of theoretical advances. First, we establish connections between the full-state and projected DMD. Next, we demonstrate the invariance of the DMD algorithm to left and right unitary transformations. When data and modes are sparse in some transform basis, we show a similar invariance of DMD to measurement matrices that satisfy the so-called restricted isometry principle from compressive sampling. We demonstrate the success of this architecture on two model systems. In the first example, we construct a spatial signal from a sparse vector of Fourier coefficients with a linear dynamical system driving the coefficients. In the second example, we consider the double gyre flow field, which is a model for chaotic mixing in the ocean.

preprint2013arXiv

Compressive sensing and low-rank libraries for classification of bifurcation regimes in nonlinear dynamical systems

We show that for complex nonlinear systems, model reduction and compressive sensing strategies can be combined to great advantage for classifying, projecting, and reconstructing the relevant low-dimensional dynamics. $\ell_2$-based dimensionality reduction methods such as the proper orthogonal decomposition are used to construct separate modal libraries and Galerkin models based on data from a number of bifurcation regimes. These libraries are then concatenated into an over-complete library, and $\ell_1$ sparse representation in this library from a few noisy measurements results in correct identification of the bifurcation regime. This technique provides an objective and general framework for classifying the bifurcation parameters, and therefore, the underlying dynamics and stability. After classifying the bifurcation regime, it is possible to employ a low-dimensional Galerkin model, only on modes relevant to that bifurcation value. These methods are demonstrated on the complex Ginzburg-Landau equation using sparse, noisy measurements. In particular, three noisy measurements are used to accurately classify and reconstruct the dynamics associated with six distinct bifurcation regimes; in contrast, classification based on least-squares fitting ($\ell_2$) fails consistently.

preprint2013arXiv

On Dynamic Mode Decomposition: Theory and Applications

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time series for which the measurement dimension is much larger than the number of measurements taken. We present a theoretical framework in which we define DMD as the eigendecomposition of an approximating linear operator. This generalizes DMD to a larger class of datasets, including nonsequential time series. We demonstrate the utility of this approach by presenting novel sampling strategies that increase computational efficiency and mitigate the effects of noise, respectively. We also introduce the concept of linear consistency, which helps explain the potential pitfalls of applying DMD to rank-deficient datasets, illustrating with examples. Such computations are not considered in the existing literature, but can be understood using our more general framework. In addition, we show that our theory strengthens the connections between DMD and Koopman operator theory. It also establishes connections between DMD and other techniques, including the eigensystem realization algorithm (ERA), a system identification method, and linear inverse modeling (LIM), a method from climate science. We show that under certain conditions, DMD is equivalent to LIM.